Related papers: Numerical Discretization Methods for Seismic Respo…
We present four frequently used finite difference methods and establish the error bounds for the discretization of the Dirac equation in the massless and nonrelativistic regime, involving a small dimensionless parameter $0< \varepsilon \ll…
This paper describes the implementation of the direct solution method (DSM) using radial spectral elements for the calculation of synthetic seismograms in self-gravitating, spherically symmetric, non-rotating, anelastic, and transversely…
Over the past few decades, there has been substantial interest in evolution equations that involving a fractional-order derivative of order $\alpha\in(0,1)$ in time, due to their many successful applications in engineering, physics, biology…
Recent advances in stochastic differential equations (SDEs) have enabled robust modeling of real-world dynamical processes across diverse domains, such as finance, health, and systems biology. However, parameter estimation for SDEs…
We seek to accelerate and increase the size of simulations for fluid-structure interactions (FSI) by using multiple resolutions in the spatial discretization of the equations governing the time evolution of systems displaying two-way…
This paper introduces a Distributed Unknown Input Observer (D-UIO) design methodology that uses a technique called node-wise detectability decomposition to estimate the state of a discrete-time linear time-invariant (LTI) system in a…
Time discretizations of phase-field systems have been studied. For example, a time discretization and an error estimate for a parabolic-parabolic phase-field system have been studied by Colli--K. [Commun. Pure Appl. Anal. 18 (2019)]. Also,…
Spectral deferred correction (SDC) methods are an attractive approach to iteratively computing collocation solutions to an ODE by performing so-called sweeps with a low-order time stepping method. SDC allows to easily construct high order…
We study numerical methods for porous media equation (PME). There are two important characteristics: the finite speed propagation of the free boundary and the potential waiting time, which make the problem not easy to handle. Based on…
Consider the scattering of a time-harmonic elastic plane wave by a bi-periodic rigid surface. The displacement of elastic wave motion is modeled by the three-dimensional Navier equation in an open domain above the surface. Based on the…
Efficient time integration schemes are necessary to capture the complex processes involved in atmospheric flows over long periods of time. In this work, we propose a high-order, implicit-explicit numerical scheme that combines Multi-Level…
Solving the wave equation is essential to seismic imaging and inversion. The numerical solution of the Helmholtz equation, fundamental to this process, often encounters significant computational and memory challenges. We propose an…
Stochastic differential equations (SDEs) are established tools to model physical phenomena whose dynamics are affected by random noise. By estimating parameters of an SDE intrinsic randomness of a system around its drift can be identified…
Single-particle traces of the diffusive motion of molecules, cells, or animals are by-now routinely measured, similar to stochastic records of stock prices or weather data. Deciphering the stochastic mechanism behind the recorded dynamics…
Latent neural stochastic differential equations (SDEs) have recently emerged as a promising approach for learning generative models from stochastic time series data. However, they systematically underestimate the noise level inherent in…
We present a method for forecasting the foF2 and hmF2 parameters using modal decompositions of ionospheric electron density profile time series. Our method is based on the Dynamic Mode Decomposition (DMD), which provides a means of…
This work aims at making a comprehensive contribution in the general area of parametric inference for discretely observed diffusion processes. Established approaches for likelihood-based estimation invoke a time-discretisation scheme for…
This paper introduces a new tool for time-series analysis: the Sliding Window Discrete Fourier Transform (SWDFT). The SWDFT is especially useful for time-series with local- in-time periodic components. We define a 5-parameter model for…
Due to manufacturing defects or wear and tear, industrial components may have uncertainties. In order to evaluate the performance of machined components, it is crucial to quantify the uncertainty of the scattering surface. This brings up an…
The spectral deferred correction (SDC) method is an iterative scheme for computing a higher-order collocation solution to an ODE by performing a series of correction sweeps using a low-order timestepping method. This paper examines a…